Have to be honest I was always more into direct pornography but in relation to the material discussed so far I recall paying quite a lot for a few Michael Manning books (his spider garden series) from some dodgy shop in Soho. Of course nowadays you can go online and buy it...
I was also a huge collector of the Private hardcore porn magazines, they had Private, Pirate, Triple X and Sex, for a long time the UK would only sell censored versions (no anal, no cumshot) so you either paid under the counter prices or went abroad and got them. I offloaded the whole lot to a shop in Zurich that specialised in old porn, great shop no idea if it still exists.
More recently I wish Mikko would do more IOPS journals, seems a shame to only do two issues.